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Refine all the implementation code to higher quality for release (#29)

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* refine CI script

* refine all the code to higher quality

* refine the script to factor extraction and implementation

* add task loader interface

* add a task loader interface && move pdf analysis to pdf task loader

* change the name to global variables

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
This commit is contained in:
Xu Yang
2024-06-18 11:50:03 +08:00
committed by GitHub
parent ebb659a018
commit a126c84c92
30 changed files with 567 additions and 564 deletions
Download Patch File Download Diff File Expand all files Collapse all files
rdagent/factor_implementation/evolving/factor.py
+16 -23
View File
@@ -1,6 +1,6 @@
from __future__ import annotations
from rdagent.factor_implementation.share_modules.factor_implementation_config import (
FactorImplementSettings,
FACTOR_IMPLEMENT_SETTINGS,
)
from rdagent.core.task import (
@@ -9,7 +9,7 @@ from rdagent.core.task import (
TestCase,
)
from rdagent.core.evolving_framework import EvolvableSubjects
from rdagent.core.log import FinCoLog
from rdagent.core.log import RDAgentLog
from pathlib import Path
@@ -35,7 +35,7 @@ class FactorImplementTask(BaseTask):
factor_name,
factor_description,
factor_formulation,
factor_formulation_description: str = '',
factor_formulation_description: str = "",
variables: dict = {},
resource: str = None,
) -> None:
@@ -68,20 +68,17 @@ class FactorEvovlingItem(EvolvableSubjects):
def __init__(
self,
target_factor_tasks: list[FactorImplementTask],
corresponding_gt: list[TestCase] = None,
corresponding_gt_implementations: list[TaskImplementation] = None,
):
super().__init__()
self.target_factor_tasks = target_factor_tasks
self.corresponding_implementations: list[TaskImplementation] = [None for _ in target_factor_tasks]
self.corresponding_selection: list[list] = []
self.evolve_trace = {}
self.corresponding_gt = corresponding_gt
self.corresponding_selection: list = None
if corresponding_gt_implementations is not None and len(
corresponding_gt_implementations,
) != len(target_factor_tasks):
self.corresponding_gt_implementations = None
FinCoLog.warning(
RDAgentLog().warning(
"The length of corresponding_gt_implementations is not equal to the length of target_factor_tasks, set corresponding_gt_implementations to None",
)
else:
@@ -112,10 +109,10 @@ class FileBasedFactorImplementation(TaskImplementation):
super().__init__(target_task)
self.code = code
self.executed_factor_value_dataframe = executed_factor_value_dataframe
self.logger = FinCoLog()
self.logger = RDAgentLog()
self.raise_exception = raise_exception
self.workspace_path = Path(
FactorImplementSettings().file_based_execution_workspace,
FACTOR_IMPLEMENT_SETTINGS.file_based_execution_workspace,
) / str(uuid.uuid4())
@staticmethod
@@ -151,17 +148,14 @@ class FileBasedFactorImplementation(TaskImplementation):
# TODO: to make the interface compatible with previous code. I kept the original behavior.
raise ValueError(self.FB_CODE_NOT_SET)
with FileLock(self.workspace_path / "execution.lock"):
(Path.cwd() / "git_ignore_folder" / "factor_implementation_execution_cache").mkdir(
exist_ok=True, parents=True
)
if FactorImplementSettings().enable_execution_cache:
if FACTOR_IMPLEMENT_SETTINGS.enable_execution_cache:
# NOTE: cache the result for the same code
target_file_name = md5_hash(self.code)
cache_file_path = (
Path.cwd()
/ "git_ignore_folder"
/ "factor_implementation_execution_cache"
/ f"{target_file_name}.pkl"
Path(FACTOR_IMPLEMENT_SETTINGS.implementation_execution_cache_location) / f"{target_file_name}.pkl"
)
Path(FACTOR_IMPLEMENT_SETTINGS.implementation_execution_cache_location).mkdir(
exist_ok=True, parents=True
)
if cache_file_path.exists() and not self.raise_exception:
cached_res = pickle.load(open(cache_file_path, "rb"))
@@ -173,7 +167,7 @@ class FileBasedFactorImplementation(TaskImplementation):
return self.FB_FROM_CACHE, self.executed_factor_value_dataframe
source_data_path = Path(
FactorImplementSettings().file_based_execution_data_folder,
FACTOR_IMPLEMENT_SETTINGS.file_based_execution_data_folder,
)
self.workspace_path.mkdir(exist_ok=True, parents=True)
@@ -189,7 +183,7 @@ class FileBasedFactorImplementation(TaskImplementation):
shell=True,
cwd=self.workspace_path,
stderr=subprocess.STDOUT,
timeout=FactorImplementSettings().file_based_execution_timeout,
timeout=FACTOR_IMPLEMENT_SETTINGS.file_based_execution_timeout,
)
except subprocess.CalledProcessError as e:
import site
@@ -206,7 +200,7 @@ class FileBasedFactorImplementation(TaskImplementation):
if self.raise_exception:
raise RuntimeErrorException(execution_feedback)
except subprocess.TimeoutExpired:
execution_feedback += f"Execution timeout error and the timeout is set to {FactorImplementSettings().file_based_execution_timeout} seconds."
execution_feedback += f"Execution timeout error and the timeout is set to {FACTOR_IMPLEMENT_SETTINGS.file_based_execution_timeout} seconds."
if self.raise_exception:
raise RuntimeErrorException(execution_feedback)
@@ -227,7 +221,7 @@ class FileBasedFactorImplementation(TaskImplementation):
if store_result and executed_factor_value_dataframe is not None:
self.executed_factor_value_dataframe = executed_factor_value_dataframe
if FactorImplementSettings().enable_execution_cache:
if FACTOR_IMPLEMENT_SETTINGS.enable_execution_cache:
pickle.dump(
(execution_feedback, executed_factor_value_dataframe),
open(cache_file_path, "wb"),
@@ -249,4 +243,3 @@ class FileBasedFactorImplementation(TaskImplementation):
with factor_path.open("r") as f:
code = f.read()
return FileBasedFactorImplementation(task, code=code, **kwargs)